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  2. Convertible bond - Wikipedia

    en.wikipedia.org/wiki/Convertible_bond

    In finance, a convertible bond, convertible note, or convertible debt (or a convertible debenture if it has a maturity of greater than 10 years) is a type of bond that the holder can convert into a specified number of shares of common stock in the issuing company or cash of equal value.

  3. Heath–Jarrow–Morton framework - Wikipedia

    en.wikipedia.org/wiki/Heath–Jarrow–Morton...

    The HJM framework originates from the work of David Heath, Robert A. Jarrow, and Andrew Morton in the late 1980s, especially Bond pricing and the term structure of interest rates: a new methodology (1987) – working paper, Cornell University, and Bond pricing and the term structure of interest rates: a new methodology (1989) – working paper ...

  4. Lattice model (finance) - Wikipedia

    en.wikipedia.org/wiki/Lattice_model_(finance)

    See Convertible bond § Valuation, Contingent convertible bond. More generally, equity can be viewed as a call option on the firm: [ 45 ] where the value of the firm is less than the value of the outstanding debt shareholders would choose not to repay the firm's debt; they would choose to repay—and not to liquidate (i.e. exercise their option ...

  5. Bond Calculators | Personal Finance Planning - AOL

    www.aol.com/news/calculators-bonds.html

    Guy Fieri shares his New Orleans favorites for Super Bowl 2025 including a 'mind-blow…

  6. Bond valuation - Wikipedia

    en.wikipedia.org/wiki/Bond_valuation

    Duration is a linear measure of how the price of a bond changes in response to interest rate changes. It is approximately equal to the percentage change in price for a given change in yield, and may be thought of as the elasticity of the bond's price with respect to discount rates. For example, for small interest rate changes, the duration is ...

  7. Hull–White model - Wikipedia

    en.wikipedia.org/wiki/Hull–White_model

    Henrard, Marc (2003). "Explicit Bond Option and Swaption Formula in Heath–Jarrow–Morton One Factor Model," International Journal of Theoretical and Applied Finance, 6(1), 57–72. Preprint SSRN. Henrard, Marc (2009). Efficient swaptions price in Hull–White one factor model, arXiv, 0901.1776v1. Preprint arXiv. Ostrovski, Vladimir (2013).

  8. Monte Carlo methods for option pricing - Wikipedia

    en.wikipedia.org/wiki/Monte_Carlo_methods_for...

    For example, for bond options [3] the underlying is a bond, but the source of uncertainty is the annualized interest rate (i.e. the short rate). Here, for each randomly generated yield curve we observe a different resultant bond price on the option's exercise date; this bond price is then the input for the determination of the option's payoff.

  9. Check or calculate the value of a savings bond online - AOL

    www.aol.com/finance/check-calculate-value...

    The value of a paper savings bond can be checked by using the savings bond calculator on the TreasuryDirect website and entering this ... Issue price. Total Interest. Value. $100. October 1994 ...